Variational Analysis for the Black and Scholes Equation with Stochastic Volatility
- 期刊名称ESAIM: Mathematical Modelling and Numerical Analysis
- 作者Achdou, Yves; Tchou, Nicoletta
- 卷第36卷
- 期第3期
- 印刷ISSN0764-583X
- 电子ISSN1290-3841
- 文件大小440.22KB
- 发表时间2002-05
- DOI10.1051/m2an:2002018
- 页码373-395
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